dynamics of exchange rates among different cryptocurrencies. While Bitcoin essentially dominates this market, our data suggest … cryptocurrencies competing with Bitcoin (the early industry leader) appreciated much more quickly than Bitcoin. The data in this period … are consistent with the use of cryptocurrencies as financial assets (popularized by Bitcoin), and not consistent with …

We examine the presence of outliers and time-varying jumps in the returns of four major cryptocurrencies (Bitcoin … instability in some major cryptocurrencies and thereby the importance of accounting for large shocks and time-varying jumps in …

Purpose - It is crucial to find a better portfolio optimization strategy, considering the cryptocurrencies' asymmetric … windows method. The sample consisted of ten significant cryptocurrencies. Findings - Dynamic optimization enhanced risk … - Sophisticated investors may use the dynamic ERC and MDP to optimize cryptocurrencies portfolio. Originality/value - To the best of …

traded cryptocurrencies are the main significant covariates across different model specifications. Both in-sample and out …